###
QuantEcon Bibliography File used in conjuction with sphinxcontrib-bibtex package
Note: Extended Information (like abstracts, doi, url's etc.) can be found in quant-econ-extendedinfo.bib file in _static/
###

@book{stepanov-mathematics2014,
      author = {Stepanov, Alexander A. and Rose, Daniel E.},
      year = {2014},
      location = {Upper Saddle River, NJ},
      title = {From mathematics to generic programming},
      isbn = {978-0-321-94204-3},
      pagetotal = {293},
      publisher = {Addison-Wesley},
      keywords = {Computer algorithms, Generic programming (Computer science), Mathematics}
}

@TechReport{Perla2019,
  Title                    = {A Model of Product Awareness and Industry Life Cycles},
  Author                   = {Jesse Perla},
  Year                     = {2019},
  Type                     = {Working Paper},
  Institution              = {University of British Columbia}
}
@article{heffernan2005perspectives,
  title={Perspectives on the basic reproductive ratio},
  author={Heffernan, Jane M and Smith, Robert J and Wahl, Lindi M},
  journal={Journal of the Royal Society Interface},
  volume={2},
  number={4},
  pages={281--293},
  year={2005},
  publisher={The Royal Society London}
}
@techreport{NBERw27128,
 title = "Estimating and Simulating a SIRD Model of COVID-19 for Many Countries, States, and Cities",
 author = "Fernández-Villaverde, Jesús and Jones, Charles I",
 institution = "National Bureau of Economic Research",
 type = "Working Paper",
 series = "Working Paper Series",
 number = "27128",
 year = "2020",
 month = "May",
 doi = {10.3386/w27128},
 URL = "http://www.nber.org/papers/w27128",
 abstract = {We use data on deaths in New York City, Madrid, Stockholm, and other world cities as well as in various U.S. states and various countries and regions to estimate a standard epidemiological model of COVID-19. We allow for a time-varying contact rate in order to capture behavioral and policy-induced changes associated with social distancing. We simulate the model forward to consider possible futures for various countries, states, and cities, including the potential impact of herd immunity on re-opening. Our current baselinemortality rate (IFR) is assumed to be 1.0% but we recognize there is substantial uncertainty about this number. Our model fits the death data equally well with alternative mortality rates of 0.5% or 1.2%, so this parameter is unidentified in our data. However, its value matters enormously for the extent to which various places can relax social distancing without spurring a resurgence of deaths.},
}
@article{Samuelson1939,
  title = {Interactions Between the Multiplier Analysis
  and the Principle of Acceleration},
  author = {Samuelson, Paul A.},
  journal = {Review of Economic Studies},
  volume = {21},
  number={2},
  year = {1939},
  pages = {75--78}}

@article{Abreu,
  title = {On the Theory of Infinitely Repeated Games with
  Discounting},
  author = {Abreu, Dilip},
  journal = {Econometrica},
  volume = {56},
  year = {1988},
  pages = {383--396}}

@Article{Stokey1991,
    author={Stokey, Nancy L.},
    title={{Credible public policy}},
    journal={Journal of Economic Dynamics and Control},
    year=1991,
    volume={15},
    number={4},
    pages={627-656},
    month={October}}

@incollection{Cagan,
  author = {Cagan, Philip},
  title = {The Monetary Dynamics of Hyperinflation},
  editor = {Milton Friedman},
  booktitle = {Studies in the Quantity Theory of Money},
  publisher = {University of Chicago Press},
  address = {Chicago},
  pages = {25--117},
  year = 1956}

  @Article{Sargent77hyper,
  author={Sargent, Thomas J},
  title={{The Demand for Money During Hyperinflations under Rational Expectations: I}},
  journal={International Economic Review},
  year=1977,
  volume={18},
  number={1},
  pages={59-82},
  month={February}}


@article{Treisman2016,
  title={Russia's Billionaires},
  author={Treisman, Daniel},
  journal={The American Economic Review},
  volume={106},
  number={5},
  pages={236--241},
  year={2016},
  publisher={American Economic Association}
}

@book{Wooldridge2015,
  title={Introductory econometrics: A modern approach},
  author={Wooldridge, Jeffrey M},
  year={2015},
  publisher={Nelson Education}
}

@article{Acemoglu2001,
  title={The Colonial Origins of Comparative Development: An Empirical Investigation},
  author={Acemoglu, Daron and Johnson, Simon and Robinson, James A},
  journal={The American Economic Review},
  volume={91},
  number={5},
  pages={1369--1401},
  year={2001}
}

@book{Rozanov1967,
title = {Stationary Random Processes},
year = {1967},
author = {Y. A. Rozanov},
address = {San Francisco},
publisher = {Holden-Day}}


@book{Whittle1983,
  author = {Whittle, Peter},
  title = {Prediction and Regulation by Linear Least Squares Methods},
  edition = {2nd},
  publisher = {University of Minnesota Press},
  address = {Minneapolis, Minnesota},
  year = {1983}
}


@article{Jovanovic1979,
  title={Firm-specific capital and turnover},
  author={Jovanovic, Boyan},
  journal={Journal of Political Economy},
  volume={87},
  number={6},
  pages={1246--1260},
  year={1979},
  publisher={The University of Chicago Press}
}

@article{Deneckere1992,
  title={Cyclical and chaotic behavior in a dynamic equilibrium model, with implications for fiscal policy},
  author={Deneckere, Raymond J and Judd, Kenneth L},
  journal={Cycles and chaos in economic equilibrium},
  pages={308--329},
  year={1992},
  publisher={Princeton University Press}
}


@article{Judd1985,
  title={On the performance of patents},
  author={Judd, Kenneth L},
  journal={Econometrica},
  pages={567--585},
  year={1985},
  publisher={JSTOR}
}

@book{Helpman1985,
  title={Market structure and international trade},
  author={Helpman, Elhanan and Krugman, Paul},
  year={1985},
  publisher={MIT Press Cambridge}
}



@Article{LettLud2004,
  author={Martin Lettau and Sydney C. Ludvigson},
  title={{Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption}},
  journal={American Economic Review},
  year=2004,
  volume={94},
  number={1},
  pages={276-299},
  month={March}
}

@Article{LettLud2001,
  author={Martin Lettau and Sydney Ludvigson},
  title={{Consumption, Aggregate Wealth, and Expected Stock Returns}},
  journal={Journal of Finance},
  year=2001,
  volume={56},
  number={3},
  pages={815-849},
  month={06}
}

@Article{CampbellShiller88,
  author={John Y. Campbell, Robert J. Shiller},
  title={{The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors}},
  journal={Review of Financial Studies},
  year=1988,
  volume={1},
  number={3},
  pages={195-228}
}

@book{Friedman98,
  title={Two Lucky People},
  author={Friedman, Milton and Friedman, Rose D},
  year={1998},
  publisher={University of Chicago Press}
}


@Article{JuddYeltekinConklin2003,
  author={Kenneth L. Judd and Sevin Yeltekin and James Conklin},
  title={{Computing Supergame Equilibria}},
  journal={Econometrica},
  year=2003,
  volume={71},
  number={4},
  pages={1239-1254},
  month={07},
  keywords={},
  doi={},
  abstract={ We present a general method for computing the set of supergame equilibria in infinitely repeated games with perfect monitoring and public randomization. We present a three-stage algorithm that constructs a convex set containing the set of equilibrium values, constructs another convex set contained in the set of equilibrium values, and produces strategies that support them. We explore the properties of this algorithm by applying it to familiar games. Copyright The Econometric Society 2003.},
  url={https://ideas.repec.org/a/ecm/emetrp/v71y2003i4p1239-1254.html}
}


@book{Kreps88,
  title = {Notes on the Theory of Choice},
  author = {David M. Kreps},
  year = {1988},
  publisher = {Westview Press},
  address = {Boulder, Colorado}
}

@book{Bertekas75,
 author = {Dmitri Bertsekas},
 title = {Dynamic Programming and Stochastic Control},
 year = {1975},
 publisher = {Academic Press},
 address = {New York}
}

@book{Wald47,
 author = {Wald, Abraham},
 year = {1947},
 title = {Sequential Analysis},
 address = {New York},
 publisher = {John Wiley and Sons}
}


@incollection{Bewley86,
  author = {Bewley, Truman F},
  title = {Stationary Monetary Equilibrium with a Continuum of Independently Fluctuating Consumers},
  editor = {Werner Hildenbran and Andreu Mas-Colell},
  year = {1986},
  booktitle = {Contributions to Mathematical Economics in Honor of Gerard Debreu},
  publisher = {North-Holland},
  address = {Amsterdam},
  pages = {27-102}
}

@article{Tall2000,
  author={Tallarini, Thomas D},
  title={Risk-sensitive real business cycles},
  journal={Journal of Monetary Economics},
  year={2000},
  volume={45},
  number={3},
  pages={507-532},
  month={June}
}


@book{Lucas1987,
  title={Models of business cycles},
  author={Lucas, Robert E},
  volume={26},
  year={1987},
  publisher={Oxford Blackwell}
}

@article{hans-scheink2009,
  author={Lars Peter Hansen and Jose A. Scheinkman},
  title={Long-Term Risk: An Operator Approach},
  journal={Econometrica},
  year={2009},
  volume={77},
  number={1},
  pages={177-234},
  month={01}
}


@book{hans-sarg-book2016,
  author = {Lars Peter Hansen and Thomas J. Sargent},
  year ={2017},
  title = {Risk, Uncertainty, and Value},
  publisher = {Princeton University Press},
  address = {Princeton, New Jersey}
}


@book{Whittle1963,
  title={Prediction and regulation by linear least-square methods},
  author={Whittle, Peter},
  publisher={English Univ. Press},
  year={1963}
}


@article{HanSar1980,
  title={Formulating and estimating dynamic linear rational expectations models},
  author={Hansen, Lars Peter and Sargent, Thomas J},
  journal={Journal of Economic Dynamics and control},
  volume={2},
  pages={7--46},
  year={1980},
  publisher={Elsevier}
}

@book{Orfanidisoptimum1988,
  title={Optimum Signal Processing: An Introduction},
  author={Orfanidis, Sophocles J},
  publisher={McGraw Hill Publishing, New York, New York},
  year={1988}
}

@book{Athanasios1991,
  title={Probability, random variables, and stochastic processes},
  author={Athanasios, Papoulis and Pillai, S Unnikrishna},
  publisher={Mc-Graw Hill},
  year={1991}
}

@article{Muth1960,
  title={Optimal properties of exponentially weighted forecasts},
  author={Muth, John F},
  journal={Journal of the american statistical association},
  volume={55},
  number={290},
  pages={299--306},
  year={1960},
  publisher={Taylor \& Francis}
}

@book{Roman2005,
  title={Advanced linear algebra},
  author={Roman, Steven},
  volume={3},
  year={2005},
  publisher={Springer}
}

@article{PhelanStacchetti2001,
  author={Christopher Phelan and Ennio Stacchetti},
  title={Sequential Equilibria in a Ramsey Tax Model},
  journal={Econometrica},
  year=2001,
  volume={69},
  number={6},
  pages={1491-1518},
  month={November}
}

@article{APS1990,
  title = {Toward a Theory of Discounted Repeated Games with Imperfect Monitoring},
  author = {Abreu, Dilip and  David Pearce and Ennio Stacchetti},
  journal = {Econometrica},
  volume = {58},
  number = {5},
  month = {September},
  year = {1990},
  pages = {1041-1063}
}



@article{HarrisonKreps1979,
  author={Harrison, J. Michael and Kreps, David M.},
  title={Martingales and arbitrage in multiperiod securities markets},
  journal={Journal of Economic Theory},
  year=1979,
  volume={20},
  number={3},
  pages={381-408},
  month={June},
}

@article{HansenRichard1987,
  author={Hansen, Lars Peter and Richard, Scott F},
  title={{The Role of Conditioning Information in Deducing Testable}},
  journal={Econometrica},
  year=1987,
  volume={55},
  number={3},
  pages={587-613},
  month={May},
}

@book{Scheinkman2014,
  title = {Speculation, Trading, and Bubbles},
  author = {Jose A. Scheinkman},
  year = {2014},
  publisher = {Columbia University Press},
  address = {New York}
}

@article{HarrKreps1978,
  author={J. Michael Harrison and David M. Kreps},
  title={Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations},
  journal={The Quarterly Journal of Economics},
  year={1978},
  volume={92},
  number={2},
  pages={323-336}
}

@article{pal2013,
  title={Fitted value function iteration with probability one contractions},
  author={P{\'a}l, Jen{\H{o}} and Stachurski, John},
  journal={Journal of Economic Dynamics and Control},
  volume={37},
  number={1},
  pages={251--264},
  year={2013},
  publisher={Elsevier}
}

@article{mirman1975,
  title={On optimal growth under uncertainty},
  author={Mirman, Leonard J and Zilcha, Itzhak},
  journal={Journal of Economic Theory},
  volume={11},
  number={3},
  pages={329--339},
  year={1975},
  publisher={Elsevier}
}

@article{Heaton1996,
    title={Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing},
    author={Heaton, John and Lucas, Deborah J},
    journal={Journal of Political Economy},
    pages={443--487},
    year={1996},
    publisher={JSTOR}
}

@article{benhabib2015,
    title={The wealth distribution in Bewley economies with capital income risk},
    author={Benhabib, Jess and Bisin, Alberto and Zhu, Shenghao},
    journal={Journal of Economic Theory},
    volume={159},
    pages={489--515},
    year={2015},
    publisher={Elsevier}
}

@article{benhabib2018skewed,
  title   = {Skewed wealth distributions: Theory and empirics},
  author  = {Benhabib, Jess and Bisin, Alberto},
  journal = {Journal of Economic Literature},
  volume  = {56},
  number  = {4},
  pages   = {1261--91},
  year    = {2018}
}
@book{puterman2005,
    title={Markov decision processes: discrete stochastic dynamic programming},
    author={Puterman, Martin L},
    year={2005},
    publisher={John Wiley \& Sons}
}

@book{haggstrom2002finite,
    title={Finite Markov chains and algorithmic applications},
    author={H{\"a}ggstr{\"o}m, Olle},
    volume={52},
    year={2002},
    publisher={Cambridge University Press}
}

@techreport{fun,
    title={Uncertainty traps},
    author={Fajgelbaum, Pablo and Schaal, Edouard and Taschereau-Dumouchel, Mathieu},
    year={2015},
    institution={National Bureau of Economic Research}
}

@book{young2005,
    title={Essentials of statistical inference},
    author={Young, G Alastair and Smith, Richard L},
    year={2005},
    publisher={Cambridge University Press}
}


@article{arellano2008default,
    title={Default risk and income fluctuations in emerging economies},
    author={Arellano, Cristina},
    journal={The American Economic Review},
    pages={690--712},
    year={2008},
    publisher={JSTOR}
}

@article{davis2006flow,
    title={The flow approach to labor markets: New data sources, micro-macro links and the recent downturn},
    author={Davis, Steven J and Faberman, R Jason and Haltiwanger, John},
    journal={Journal of Economic Perspectives},
    year={2006}
}


@article{Aiyagari1994,
    author  = {Aiyagari, S Rao},
    journal = {The Quarterly Journal of Economics},
    number  = {3},
    pages   = {659--684},
    title   = {{Uninsured Idiosyncratic Risk and Aggregate Saving}},
    volume  = {109},
    year    = {1994}
}

@article{Gabaix2009,
author = {Gabaix, Xavier},
title = {Power Laws in Economics and Finance},
journal = {Annual Review of Economics},
volume = {1},
number = {1},
pages = {255-294},
year = {2009},
doi = {10.1146/annurev.economics.050708.142940},
}
@article{amss2002,
  author={S. Rao Aiyagari and Albert Marcet and Thomas J. Sargent and Juha Seppala},
  title={{Optimal Taxation without State-Contingent Debt}},
  journal={Journal of Political Economy},
  year=2002,
  volume={110},
  number={6},
  pages={1220-1254},
  month={December},
}

@article{Rust1996,
    title={Numerical dynamic programming in economics},
    author={Rust, John},
    journal={Handbook of computational economics},
    volume={1},
    pages={619--729},
    year={1996}
}



@book{AKR1990,
    author  = {Amman, H. M. and Kendrick, D.A. and Rust, J.},
    address = {Burlington, MA},
    publisher = {Elsevier},
    title   = {{Handbook of Computational Economics}},
    year    = {1990}
}

@book{AndersonMoore2005,
    author  = {Anderson, D. B. O. and Moore, J. B.},
    publisher = {Dover Publications},
    title   = {{Optimal Filtering}},
    year    = {2005}
}

@incollection{Gallatin,
    author = {Albert Gallatin},
    year = {1837},
    title = {Report on the Finances**, November, 1807},
    booktitle = {Reports of the Secretary of the Treasury of the United States, Vol 1},
    publisher = {Government printing office},
    address = {Washington, DC}}

@incollection{AHMS1996,
    author  = {Anderson, E. W. and Hansen, L. P. and McGrattan, E. R. and Sargent, T. J.},
    booktitle = {Handbook of Computational Economics},
    edition = {Vol 1},
    publisher = {Elsevier},
    title   = {{Mechanics of Forming and Estimating Dynamic Linear Economies}},
    year    = {1996}
}

@article{Barro1979,
    author  = {Barro, Robert J},
    journal = {Journal of Political Economy},
    number  = {5},
    pages   = {940--971},
    publisher = {University of Chicago Press},
    title   = {{On the Determination of the Public Debt}},
    volume  = {87},
    year    = {1979}
}

@article{BenvenisteScheinkman1979,
    author  = {Benveniste, L M and Scheinkman, J A},
    journal = {Econometrica},
    number  = {3},
    pages   = {727--732},
    publisher = {The Econometric Society},
    title   = {{On the Differentiability of the Value Function in Dynamic Models of Economics}},
    volume  = {47},
    year    = {1979}
}

@book{Bishop2006,
    author  = {Bishop, C. M.},
    publisher = {Springer},
    title   = {{Pattern Recognition and Machine Learning}},
    year    = {2006}
}

@article{Calvo1978,
    author = {Calvo, Guillermo A.},
    journal = {Econometrica},
    number = {6},
    pages = {1411-1428},
    title = {On the Time Consistency of Optimal Policy in a Monetary Economy},
    volume = {46},
    year = {1978}
}

@article{Carroll2001,
    author  = {Carroll, Christopher D},
    journal = {Journal of Economic Perspectives},
    number  = {3},
    pages   = {23--45},
    title   = {{A Theory of the Consumption Function, with and without Liquidity Constraints}},
    volume  = {15},
    year    = {2001}
}

@article{Carroll2006,
  title={The method of endogenous gridpoints for solving dynamic stochastic optimization problems},
  author={Carroll, Christopher D},
  journal={Economics Letters},
  volume={91},
  number={3},
  pages={312--320},
  year={2006},
  publisher={Elsevier}
}

@article{Coleman1990,
    author  = {Coleman, Wilbur John},
    journal = {Journal of Business \& Economic Statistics},
    number  = {1},
    pages   = {27--29},
    publisher = {Taylor \& Francis},
    title   = {{Solving the Stochastic Growth Model by Policy-Function Iteration}},
    volume  = {8},
    year    = {1990}
}

@book{CryerChan2008,
    author  = {Cryer, J. D. and Chan, K-S.},
    edition = {2nd Edition},
    publisher = {Springer},
    title   = {{Time Series Analysis}},
    year    = {2008}
}

@article{Deaton1991,
    author  = {Deaton, Angus},
    journal = {Econometrica},
    number  = {5},
    pages   = {1221--1248},
    publisher = {Econometric Society},
    series  = {Econometrica},
    title   = {{Saving and Liquidity Constraints}},
    volume  = {59},
    year    = {1991}
}

@article{DeatonPaxton1994,
    author  = {Deaton, Angus and Paxson, Christina},
    journal = {Journal of Political Economy},
    number  = {3},
    pages   = {437--467},
    title   = {{Intertemporal Choice and Inequality}},
    volume  = {102},
    year    = {1994}
}

@article{DenHaan2010,
    author  = {Den Haan, Wouter J},
    journal = {Journal of Economic Dynamics and Control},
    number  = {1},
    pages   = {4--27},
    publisher = {Elsevier},
    series  = {Journal of Economic Dynamics and Control},
    title   = {{Comparison of solutions to the incomplete markets model with aggregate uncertainty}},
    volume  = {34},
    year    = {2010}
}

@unpublished{DLP2013,
    author  = {Du, Y E and Lehrer, Ehud and Pauzner, A D Y},
    title   = {{Competitive economy as a ranking device over networks}},
    note    = {submitted},
    year    = {2013}
}

@book{Dudley2002,
    author  = {Dudley, R M},
    publisher = {Cambridge University Press},
    series  = {Cambridge Studies in Advanced Mathematics},
    title   = {{Real Analysis and Probability}},
    year    = {2002}
}

@article{EngleGranger1987,
    author  = {Engle, Robert F and Granger, Clive W J},
    journal = {Econometrica},
    number  = {2},
    pages   = {251--276},
    publisher = {Econometric Society},
    title   = {{Co-integration and Error Correction: Representation, Estimation, and Testing}},
    volume  = {55},
    year    = {1987}
}

@book{EvansHonkapohja2001,
    author  = {Evans, G W and Honkapohja, S},
    publisher = {Princeton University Press},
    series  = {Frontiers of Economic Research},
    title   = {{Learning and Expectations in Macroeconomics}},
    year    = {2001}
}

@book{Friedman1956,
    author  = {Friedman, M.},
    publisher = {Princeton University Press},
    title   = {{A Theory of the Consumption Function}},
    year    = {1956}
}

@article{Hall1978,
    author  = {Hall, Robert E},
    journal = {Journal of Political Economy},
    number  = {6},
    pages   = {971--987},
    publisher = {University of Chicago Press},
    title   = {{Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence}},
    volume  = {86},
    year    = {1978}
}

@article{HallMishkin1982,
    author  = {Hall, Robert E and Mishkin, Frederic S},
    journal = {National Bureau of Economic Research Working Paper Series},
    title   = {{The Sensitivity of Consumption to Transitory Income: Estimates from Panel Data on Households}},
    volume  = {No. 505},
    year    = {1982}
}

@incollection{HansenEppleRoberds1985,
    author  = {Hansen, Lars. P. and Epple, Dennis and Roberds, Will},
    booktitle = {Energy, Foresight, and Strategy},
    edition = {Vol 1},
    publisher = {Resources for the Future},
    title   = {Linear-Quadratic Duopoly Models of Resource Depletion},
    year    = {1985}
}

@article{Hamilton2005,
    author  = {Hamilton, James D},
    journal = {Federal Reserve Bank of St. Louis Review},
    number  = {July-August},
    pages   = {435--452},
    publisher = {Federal Reserve Bank of St. Louis},
    title   = {{What's real about the business cycle?}},
    year    = {2005}
}

@book{HansenSargent2013,
    author  = {Hansen, L P and Sargent, T J},
    publisher = {Princeton University Press},
    series  = {The Gorman Lectures in Economics},
    title   = {{Recursive Models of Dynamic Linear Economies}},
    year    = {2013}
}

@book{HansenSargent2008,
    author  = {Hansen, L P and Sargent, T J},
    publisher = {Princeton University Press},
    title   = {{Robustness}},
    year    = {2008}
}

@article{HansenSargent2000,
    author  = {Hansen, Lars Peter and Sargent, Thomas J},
    journal = {Manuscript, Department of Economics, Stanford University.},
    title   = {{Wanting robustness in macroeconomics}},
    volume  = {4},
    year    = {2000}
}

@book{HernandezLermaLasserre1996,
    author  = {Hernandez-Lerma, O and Lasserre, J B},
    number  = {Vol 1},
    publisher = {Springer},
    series  = {Applications of Mathematics Stochastic Modelling and Applied Probability},
    title   = {{Discrete-Time Markov Control Processes: Basic Optimality Criteria}},
    year    = {1996}
}

@article{HopenhaynPrescott1992,
    author  = {Hopenhayn, Hugo A and Prescott, Edward C},
    journal = {Econometrica},
    number  = {6},
    pages   = {1387--1406},
    publisher = {The Econometric Society},
    title   = {{Stochastic Monotonicity and Stationary Distributions for Dynamic Economies}},
    volume  = {60},
    year    = {1992}
}

@article{HopenhaynRogerson1993,
    author  = {Hopenhayn, Hugo A and Rogerson, Richard},
    journal = {Journal of Political Economy},
    number  = {5},
    pages   = {915--938},
    publisher = {University of Chicago Press},
    title   = {{Job Turnover and Policy Evaluation: A General Equilibrium Analysis}},
    volume  = {101},
    year    = {1993}
}

@article{Huggett1993,
    author  = {Huggett, Mark},
    journal = {Journal of Economic Dynamics and Control},
    number  = {5-6},
    pages   = {953--969},
    publisher = {Elsevier},
    title   = {{The risk-free rate in heterogeneous-agent incomplete-insurance economies}},
    volume  = {17},
    year    = {1993}
}

@article{Bewley1977,
    title={The permanent income hypothesis: A theoretical formulation},
    author={Bewley, Truman},
    journal={Journal of Economic Theory},
    volume={16},
    number={2},
    pages={252--292},
    year={1977},
    publisher={Elsevier}
}

@book{Janich1994,
    author  = {J\"{a}nich, K},
    publisher = {Springer},
    series  = {Springer Undergraduate Texts in Mathematics and Technology},
    title   = {{Linear Algebra}},
    year    = {1994}
}

@book{Judd1998,
    author  = {Judd, K L},
    publisher = {MIT Press},
    series  = {Scientific and Engineering},
    title   = {{Numerical Methods in Economics}},
    year    = {1998}
}

@techreport{Judd1990,
    author = {Judd, K L},
    year = {1990},
    title = {Cournot versus Bertrand: A Dynamic Resolution},
    institution = {Hoover Institution, Stanford University}
}

@techreport{Kamihigashi2012,
    author  = {Kamihigashi, Takashi},
    booktitle = {RIEB DP2012-31},
    institution = {Kobe University},
    title   = {{Elementary results on solutions to the bellman equation of dynamic programming: existence, uniqueness, and convergence}},
    year    = {2012}
}

@article{Kuhn2013,
    author  = {Kuhn, Moritz},
    journal = {International Economic Review},
    pages   = {807--835},
    publisher = {Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association},
    title   = {{Recursive Equilibria In An Aiyagari-Style Economy With Permanent Income Shocks}},
    volume  = {54},
    year    = {2013}
}

@article{KydlandPrescott1977,
    author = {Kydland, Finn E., and Edward C. Prescott},
    journal = {Journal of Political Economy},
    pages = {867-896},
    title = {Rules Rather than Discretion: The Inconsistency of Optimal Plans},
    volume = {106},
    number = {5},
    year = {1977}
}

@article{KydlandPrescott1980,
    author = {Kydland, Finn E., and Edward C. Prescott},
    journal = {Econometrics},
    pages = {1345-2370},
    title = {Time to Build and Aggregate Fluctuations},
    volume = {50},
    number = {6},
    year = {1980}
}

@book{LasotaMackey1994,
    author  = {Lasota, A and MacKey, M C},
    publisher = {Springer-Verlag},
    series  = {Applied Mathematical Sciences},
    title   = {{Chaos, Fractals, and Noise: Stochastic Aspects of Dynamics}},
    year    = {1994}
}

@book{Ljungqvist2012,
    author  = {Ljungqvist, L and Sargent, T J},
    publisher = {MIT Press},
    title   = {Recursive Macroeconomic Theory},
    edition = {4},
    year    = {2018}
}

@article{Lucas1978,
    author  = {Lucas, Jr., Robert E},
    journal = {Econometrica: Journal of the Econometric Society},
    number  = {6},
    pages   = {1429--1445},
    title   = {{Asset prices in an exchange economy}},
    volume  = {46},
    year    = {1978}
}

@article{LucasPrescott1971,
    author  = {Lucas, Jr., Robert E and Prescott, Edward C},
    journal = {Econometrica: Journal of the Econometric Society},
    pages   = {659--681},
    title   = {{Investment under uncertainty}},
    year    = {1971}
}

@article{LucasStokey1983,
    author  = {Lucas, Jr., Robert E and Stokey, Nancy L},
    journal = {Journal of monetary Economics},
    number  = {3},
    pages   = {55--93},
    title   = {{Optimal Fiscal and Monetary Policy in an Economy without Capital}},
    volume  = {12},
    year    = {1983}
}

@article{MarcetMarimon1994,
  author={Albert Marcet and Ramon Marimon},
  title={{Recursive contracts}},
  year=1994,
  institution={Department of Economics and Business, Universitat Pompeu Fabra},
  type={Economics Working Papers},
  url={http://ideas.repec.org/p/upf/upfgen/337.html},
  number={337},
}

@article{MarcetSargent1989,
    author  = {Marcet, Albert and Sargent, Thomas J},
    journal = {Journal of Political Economy},
    number  = {6},
    pages   = {1306--1322},
    publisher = {University of Chicago Press},
    title   = {{Convergence of Least-Squares Learning in Environments with Hidden State Variables and Private Information}},
    volume  = {97},
    year    = {1989}
}

@article{MV2010,
    author  = {Martins-da-Rocha, V Filipe and Vailakis, Yiannis},
    journal = {Econometrica},
    number  = {3},
    pages   = {1127--1141},
    publisher = {Econometric Society},
    title   = {{Existence and Uniqueness of a Fixed Point for Local Contractions}},
    volume  = {78},
    year    = {2010}
}

@book{MCWG1995,
    author  = {Mas-Colell, A and Whinston, M D and Green, J R},
    publisher = {Oxford University Press},
    title   = {{Microeconomic Theory}},
    volume  = {1},
    year    = {1995}
}

@article{McCall1970,
    author  = {McCall, J J},
    journal = {The Quarterly Journal of Economics},
    number  = {1},
    pages   = {113--126},
    title   = {{Economics of Information and Job Search}},
    volume  = {84},
    year    = {1970}
}

@article{MehraPrescott1985,
    author  = {Mehra, Rajnish and Prescott, Edward C},
    journal = {Journal of Monetary Economics},
    number  = {2},
    pages   = {145--161},
    title   = {{The equity premium: A puzzle}},
    volume  = {15},
    year    = {1985}
}

@book{MeynTweedie2009,
    author  = {Meyn, S P and Tweedie, R L},
    publisher = {Cambridge University Press},
    title   = {{Markov Chains and Stochastic Stability}},
    year    = {2009}
}

@article{MillerSalmon1985,
  author = {Miller, Marcus and Salmon, Mark},
  title = {{Dynamic Games and the Time Inconsistency of Optimal Policy in Open Economies}},
  journal = {Economic Journal},
  volume = {95},
  year = {1985},
  pages = {124-137},
}

@book{MirandaFackler2002,
    author  = {Miranda, Mario J and Fackler, P L},
    publisher = {Cambridge: MIT Press},
    title   = {{Applied Computational Economics and Finance}},
    year    = {2002}
}

@incollection{ModiglianiBrumberg1954,
    author  = {Modigliani, F. and Brumberg, R.},
    booktitle = {Post-Keynesian Economics},
    editor  = {Kurihara, K.K},
    title   = {{Utility analysis and the consumption function: An interpretation of cross-section data}},
    year    = {1954}
}

@article{Neal1999,
    author  = {Neal, Derek},
    journal = {Journal of Labor Economics},
    number  = {2},
    pages   = {237--261},
    publisher = {University of Chicago Press},
    title   = {{The Complexity of Job Mobility among Young Men}},
    volume  = {17},
    year    = {1999}
}

@article{Parker1999,
    author  = {Parker, Jonathan A},
    journal = {American Economic Review},
    number  = {4},
    pages   = {959--973},
    title   = {{The Reaction of Household Consumption to Predictable Changes in Social Security Taxes}},
    volume  = {89},
    year    = {1999}
}

@article{Pearlman1992,
    author = {Pearlman, J.G.},
    title = {Reputational and Nonreputational Policies Under Partial Information},
    journal = {Journal of Economic Dynamics and Control},
    volume = {16},
    number = {2},
    pages = {339-358},
    year = {1992},
}

@article{PearlmanCurrieLevine1986,
    author = {Pearlman, J.G. and Currie, D.A. and P.L. Levine},
    title = {Rational expectations with partial information},
    journal = {Economic Modeling},
    volume = {3},
    pages = {90-105},
    year = {1992},
}

@book{Popper1992,
    author  = {Popper, K},
    edition = {1},
    publisher = {Routledge},
    title   = {{The Logic of Scientific Discovery}},
    year    = {1992}
}

@article{Prescott1977,
    author = {Prescott, Edward C.},
    year = {1977},
    title = {Should Control Theory Be Used for Economic Stabilization?},
    journal = {Journal of Monetary Economics},
    volume = {7},
    pages = {13-38},
}

@article{Rabault2002,
    author  = {Rabault, Guillaume},
    journal = {Journal of Economic Dynamics and Control},
    number  = {2},
    pages   = {217--245},
    publisher = {Elsevier},
    title   = {{When do borrowing constraints bind? Some new results on the income fluctuation problem}},
    volume  = {26},
    year    = {2002}
}

@article{Ramsey1927,
    author  = {Ramsey, F. P.},
    journal = {Economic Journal},
    number  = {145},
    pages   = {47--61},
    title   = {{A Contribution to the theory of taxation}},
    volume  = {37},
    year    = {1927}
}

@article{Reiter2009,
    author  = {Reiter, Michael},
    journal = {Journal of Economic Dynamics and Control},
    number  = {3},
    pages   = {649--665},
    publisher = {Elsevier},
    title   = {{Solving heterogeneous-agent models by projection and perturbation}},
    volume  = {33},
    year    = {2009}
}

@article{Sargent1979,
    author  = {Sargent, T J},
    year = {1979},
    title = {A Note On Maximum Likelihood Estimation of The Rational Expectations Model of The Term Structure},
    journal = {Journal of Monetary Economics},
    volume = {35},
    pages = {245-274},
}

@book{Sargent1987,
    author  = {Sargent, Thomas J},
    edition = {2nd},
    publisher = {Academic Press},
    address = {New York},
    title   = {Macroeconomic Theory},
    year    = {1987}}

@article{SchechtmanEscudero1977,
    author  = {Schechtman, Jack and Escudero, Vera L S},
    journal = {Journal of Economic Theory},
    number  = {2},
    pages   = {151--166},
    title   = {{Some results on an income fluctuation problem}},
    volume  = {16},
    year    = {1977}
}

@article{Schelling1969,
    author  = {Schelling, Thomas C},
    journal = {American Economic Review},
    number  = {2},
    pages   = {488--493},
    publisher = {American Economic Association},
    title   = {{Models of Segregation}},
    volume  = {59},
    year    = {1969}
}


@Article{bansalyaron2004,
  author={Ravi Bansal and Amir Yaron},
  title={{Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles}},
  journal={Journal of Finance},
  year=2004,
  volume={59},
  number={4},
  pages={1481-1509},
  month={08},
  keywords={},
  doi={},
  abstract={ We model consumption and dividend growth rates as containing (1) a small long-run predictable component, and (2) fluctuating economic uncertainty (consumption volatility). These dynamics, for which we provide empirical support, in conjunction with Epstein and Zin's (1989) preferences, can explain key asset markets phenomena. In our economy, financial markets dislike economic uncertainty and better long-run growth prospects raise equity prices. The model can justify the equity premium, the risk-free rate, and the volatility of the market return, risk-free rate, and the price-dividend ratio. As in the data, dividend yields predict returns and the volatility of returns is time-varying. Copyright 2004 by The American Finance Association.},
  url={https://ideas.repec.org/a/bla/jfinan/v59y2004i4p1481-1509.html}
}

@Article{hhl2008,
  author={Lars Peter Hansen and John C. Heaton and Nan Li},
  title={{Consumption Strikes Back? Measuring Long-Run Risk}},
  journal={Journal of Political Economy},
  year=2008,
  volume={116},
  number={2},
  pages={260-302},
  month={04},
  keywords={},
  doi={},
  abstract={ We characterize and measure a long-term risk-return trade-off for the valuation of cash flows exposed to fluctuations in macroeconomic growth. This trade-off features risk prices of cash flows that are realized far into the future but continue to be reflected in asset values. We apply this analysis to claims on aggregate cash flows and to cash flows from value and growth portfolios by imputing values to the long-run dynamic responses of cash flows to macroeconomic shocks. We explore the sensitivity of our results to features of the economic valuation model and of the model cash flow dynamics. (c) 2008 by The University of Chicago. All rights reserved.},
  url={https://ideas.repec.org/a/ucp/jpolec/v116y2008i2p260-302.html}
}
@Article{hansen2007,
  author={Lars Peter Hansen},
  title={{Beliefs, Doubts and Learning: Valuing Macroeconomic Risk}},
  journal={American Economic Review},
  year=2007,
  volume={97},
  number={2},
  pages={1-30},
  month={May},
  keywords={},
  doi={},
  abstract={No abstract is available for this item.},
  url={https://ideas.repec.org/a/aea/aecrev/v97y2007i2p1-30.html}
}

@Article{lucas2003,
  author={Lucas, Jr., Robert E},
  title={{Macroeconomic Priorities}},
  journal={American Economic Review},
  year=2003,
  volume={93},
  number={1},
  pages={1-14},
  month={March},
  keywords={},
  url={https://www.aeaweb.org/articles?id=10.1257/000282803321455133}
}

@book{StokeyLucas1989,
    author  = {Stokey, N L and Lucas, R E and Prescott, E C},
    publisher = {Harvard University Press},
    title   = {{Recursive Methods in Economic Dynamics}},
    year    = {1989}
}

@article{STY2004,
    author  = {Storesletten, Kjetil and Telmer, Christopher I and Yaron, Amir},
    journal = {Journal of Monetary Economics},
    number  = {3},
    pages   = {609--633},
    title   = {{Consumption and risk sharing over the life cycle}},
    volume  = {51},
    year    = {2004}
}

@book{Sundaram1996,
    author  = {Sundaram, R K},
    publisher = {Cambridge University Press},
    title   = {{A First Course in Optimization Theory}},
    year    = {1996}
}

@article{Tauchen1986,
    author  = {Tauchen, George},
    journal = {Economics Letters},
    number  = {2},
    pages   = {177--181},
    publisher = {Elsevier},
    title   = {{Finite state markov-chain approximations to univariate and vector autoregressions}},
    volume  = {20},
    year    = {1986}
}

@article{Townsend1983,
    author = {Townsend, Robert M.},
    year = {1983},
    title = {Forecasting the Forecasts of Others},
    journal = {Journal of Political Economy},
    volume = {91},
    pages = {546-588},
}

@incollection{Uhlig2001,
    author  = {Uhlig, H},
    booktitle = {Computational Methods for the Study of Dynamic Economies},
    editor  = {Marimon, R and Scott, A},
    pages   = {30--62},
    publisher = {Oxford University Press},
    title   = {{A toolkit for analysing nonlinear dynamic stochastic models easily.}},
    year    = {2001}
}

@book{evans2011history,
  title={History dependent public policies},
  publisher = {Oxford University Press},
  author={Evans, David and Sargent, Thomas J},
  year={2013}
}


@article{kydland1980dynamic,
  title={Dynamic optimal taxation, rational expectations and optimal control},
  author={Kydland, Finn E and Prescott, Edward C},
  journal={Journal of Economic Dynamics and Control},
  volume={2},
  pages={79--91},
  year={1980},
  publisher={Elsevier}
}

@article{chang1998credible,
  title={Credible monetary policy in an infinite horizon model: Recursive approaches},
  author={Chang, Roberto},
  journal={Journal of Economic Theory},
  volume={81},
  number={2},
  pages={431--461},
  year={1998},
  publisher={Elsevier}
}

@article{chari1990sustainable,
  title={Sustainable plans},
  author={Chari, Varadarajan V and Kehoe, Patrick J},
  journal={Journal of Political Economy},
  pages={783--802},
  year={1990},
  publisher={JSTOR}
}

@article{atkeson2010sophisticated,
  title={Sophisticated Monetary Policies*},
  author={Atkeson, Andrew and Chari, Varadarajan V and Kehoe, Patrick J},
  journal={The Quarterly journal of economics},
  volume={125},
  number={1},
  pages={47--89},
  year={2010},
  publisher={MIT Press}
}

@article{bassetto2005equilibrium,
  title={Equilibrium and government commitment},
  author={Bassetto, Marco},
  journal={Journal of Economic Theory},
  volume={124},
  number={1},
  pages={79--105},
  year={2005},
  publisher={Elsevier}
}

@techreport{giannoni2010optimal,
  title={Optimal target criteria for stabilization policy},
  author={Giannoni, Marc P and Woodford, Michael},
  year={2010},
  institution={National Bureau of Economic Research}
}

@book{woodfordinterest,
  title={Interest and Prices: Foundations of a Theory of Monetary Policy},
  year={2003},
  publisher = {Princeton University Press},
  author={Woodford, Michael}
}

@article{miller1985dynamic,
  title={Dynamic games and the time inconsistency of optimal policy in open economies},
  author={Miller, Marcus and Salmon, Mark},
  journal={The Economic Journal},
  pages={124--137},
  year={1985},
  publisher={JSTOR}
}

@article{pearlman1986rational,
  title={Rational expectations models with partial information},
  author={Pearlman, Joseph and Currie, David and Levine, Paul},
  journal={Economic Modelling},
  volume={3},
  number={2},
  pages={90--105},
  year={1986},
  publisher={Elsevier}
}

@techreport{backus1986consistency,
  title={The consistency of optimal policy in stochastic rational expectations models},
  author={Backus, David and Driffill, John},
  year={1986},
  institution={CEPR Discussion Papers}
}

@article{stokey1989reputation,
  title={Reputation and time consistency},
  author={Stokey, Nancy L},
  journal={The American Economic Review},
  pages={134--139},
  year={1989},
  publisher={JSTOR}
}

@article{ericson1995markov,
  title={Markov-perfect industry dynamics: A framework for empirical work},
  author={Ericson, Richard and Pakes, Ariel},
  journal={The Review of Economic Studies},
  volume={62},
  number={1},
  pages={53--82},
  year={1995},
  publisher={Oxford University Press}
}

@article{ryan2012costs,
  title={The costs of environmental regulation in a concentrated industry},
  author={Ryan, Stephen P},
  journal={Econometrica},
  volume={80},
  number={3},
  pages={1019--1061},
  year={2012},
  publisher={Wiley Online Library}
}

@article{doraszelski2010computable,
  title={Computable Markov-perfect industry dynamics},
  author={Doraszelski, Ulrich and Satterthwaite, Mark},
  journal={The RAND Journal of Economics},
  volume={41},
  number={2},
  pages={215--243},
  year={2010},
  publisher={Wiley Online Library}
}

@article{levhari1980great,
  title={The great fish war: an example using a dynamic Cournot-Nash solution},
  author={Levhari, David and Mirman, Leonard J},
  journal={The Bell Journal of Economics},
  pages={322--334},
  year={1980},
  publisher={JSTOR}
}

@Article{BEGS1,
  author={Anmol Bhandari and David Evans and Mikhail Golosov and Thomas J. Sargent},
  title={{Fiscal Policy and Debt Management with Incomplete Markets}},
  journal={The Quarterly Journal of Economics},
  year=2017,
  volume={132},
  number={2},
  pages={617-663},
  month={}}

@article{van2011dynamic,
  title={Dynamic games in the economics of natural resources: a survey},
  author={Van Long, Ngo},
  journal={Dynamic Games and Applications},
  volume={1},
  number={1},
  pages={115--148},
  year={2011},
  publisher={Springer}
}

@techreport{bhandari2013taxes,
    title={Taxes, debts, and redistributions with aggregate shocks},
    author={Bhandari, Anmol and Evans, David and Golosov, Mikhail and
        Sargent, Thomas J},
    year={2013},
    institution={National Bureau of Economic Research}
}

@book{Shiryaev1995,
    title={Probability},
    author={Shiryaev, A N},
    year={1995},
    publisher={Springer},
    edition={2nd},
    series={Graduate Texts in Mathematics}
}
